Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 733746.3323 | 785711.0663 | -51964.734 | -60982.4677 | 187430.9922 | -248413.4599 |
Total P&L (%) | 733.7463 | 785.7111 | -51.9647 | -60.9825 | 187.431 | -248.4135 |
Avg Daily Profit (%) | 0.3114 | 0.3335 | -0.0221 | -0.0399 | 0.0448 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151931 | -160225 | -173824 | -314295 | -160657 | -289732 |
Profit Factor | 2.1775 | 3.7507 | 0.846 | 0.9081 | 1.7471 | 0.3983 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 49.3976 | 52.381 | 46.3415 | 49.3976 | 52.381 | 46.3415 |
Ratio Avg Win / Avg Loss | 2.2306 | 3.4097 | 0.9796 | 0.9303 | 1.5883 | 0.4612 |
Largest Winning Trade | 902305 | 902305 | 55983 | 266521 | 266521 | 43947 |
Largest Losing Trade | -49556 | -39603 | -49556 | -114127 | -50853 | -114127 |
Avg Bars in Trades | 52 | 55 | 49 | 52 | 55 | 49 |
Avg Bars in Winners | 56 | 49 | 64 | 56 | 49 | 64 |
Avg Bars in Losers | 49 | 62 | 37 | 49 | 62 | 37 |
Bars Traded | 4376 | 2334 | 2042 | 4376 | 2334 | 2042 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418361 | 590740 | -582165 | -582289 | -129376 | -582165 |
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{ "first_band": { "type": "alma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 169, "offset": 0 } } }
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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